Tax-Deductible Pre-Event Catastrophe Loss Reserves: The Case of Florida

DOI10.2143/AST.38.1.2030401zbMath1169.91391OpenAlexW4233657747MaRDI QIDQ3395758

Andreas Milidonis, Martin F. Grace

Publication date: 13 September 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.38.1.2030401

zbMATH Keywords

insuranceextreme value theorymixture modelreinsurancecatastrophe financing and pricingtax-deferred loss reserve

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Related Items (4)

Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity ⋮ Pricing catastrophe swaps: a contingent claims approach ⋮ Valuation of contingent convertible catastrophe bonds -- the case for equity conversion ⋮ Mortality Regimes and Pricing

Cites Work

• Equilibrium in a Reinsurance Market

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